Study of Commodity Investment and Volatility: No Granger Causality Found
| Oct 31st, 2011 | Filed under: Alpha Strategies, Commodities, Today's Post | By: cfaille |
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By Christopher Faille
The ideas of “cause and effect” seem simple enough when left unexamined. The cue stick hits the cue ball; the cue ball hits the eight ball; the eight ball rolls into the pocket. How can anyone fail to understand this?
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Author Bio:
Christopher Faille is a Jamesian pragmatist. William James has taught him, for example, that "you can say of a line that it runs east, or you can say that it runs west, and the line per se accepts both descriptions without rebelling at the inconsistency."
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